I have just graduated from the University of Wisconsin at Madison, studying astrophysics under Professor Hakki Ögelman. In my thesis, I study the interaction between the Vela pulsar and its surroundings.
If you would like to find out more about me or my work, I suggest that you download my:
"New Views of the Vela Pulsar Jet"
C. B. Markwardt and H. B. Ögelman, in proceedings of NATO ASI, "The Many Lives of Neutron Stars," October, 1996, on Lipari, Italy. In press.
"ASCA X-ray Observations of the Vela Pulsar Jet"
Hakki Ögelman and Craig Markwardt, in proceedings of "Pulsars: Problems & Progress," January 1996, in Sydney, Australia. S. Johnston, M. A. Walker, and M. Bailes, eds., ASP Conference Series Vol. 105.
"The ASCA spectrum of the Vela Pulsar Jet"
C. B. Markwardt and H. B. Ögelman 1997, Astrophysical Journal, Letters, 480, L13-L16.
"An X-ray Jet from the Vela Pulsar"
C. B. Markwardt and H. Ögelman 1995, 375, 40.
I am an avid follower of the stock, options, and futures markets. My interest lies in the high-frequency behavior of the markets, on time scales of minutes, and especially in the efficiency of the arbitrage linkage between cash and derivative pricing. As an example, I take the US stock market, which can be characterized by the S&P 100 and S&P 500 indices. In addition to the cash index, Chicago markets also trade index options, index futures, and options on index futures, all of which are priced independently in a competitive market. I am looking for short-term discrepancies and patterns in such markets, with the hope of finding a statistically significant degree of forecastability.
A collection of my most embarrassing pictures. I have to stay humble somehow!
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